As of: 2026-06-16
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-23 | 7 | 23950.00 | 23931.63 | 12.75 | 0.0064 | 339.92 | 6.77 | HIGH |
| OK | 2026-06-30 | 14 | 23950.00 | 23952.60 | 12.38 | 0.0120 | 464.90 | 4.51 | HIGH |
| OK | 2026-07-07 | 21 | 24000.00 | 23978.89 | 12.34 | 0.0181 | 568.18 | 33.91 | HIGH |
| OK | 2026-07-14 | 28 | 24000.00 | 24002.87 | 12.51 | 0.0242 | 664.38 | 25.81 | HIGH |
| OK | 2026-07-28 | 42 | 24050.00 | 24054.86 | 12.72 | 0.0364 | 828.70 | 6.51 | HIGH |
| OK | 2026-08-25 | 70 | 24150.00 | 24158.94 | 12.78 | 0.0609 | 1079.23 | 30.81 | HIGH |
| OK | 2026-09-29 | 105 | 24000.00 | 24309.32 | 13.02 | 0.0909 | 1368.00 | 0.00 | LOW |
| OK | 2026-12-29 | 196 | 25000.00 | 24753.14 | 12.23 | 0.1685 | 1788.35 | 60.52 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 287 | 0.00 | 0.00 | N/A | 0.7860 | 0.00 | 0.00 | N/A |